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EONIA SWAP INDEX is the new derivatives market reference rate for the Euro sponsored by EURIBOR FBE.

EONIA SWAP INDEX is the average rate at which , at 11:00 Brussels time, a representative panel of prime banks provide daily quotes, rounded to three decimal places, that each Panel Bank believes is the Mid Market rate of EONIA swap quotations between prime banks. It is quoted on an actual/360 day basis.

An "EONIA swap" is an interest rate swap transaction, where one party agrees to receive/pay a fixed rate to another party, against paying/receiving a floating rated named EONIA. An information brochure is available.

EONIA SWAP INDEX publication details can be found at FAQ.

EONIA SWAP INDEX was launched on 20 June 2005.

Additional information on EONIA SWAP INDEX will be posted on this website as and when it becomes available.

Please visit this website regularly.


  EURIBOR FBE takes reasonable measures to ensure the quality and accuracy of the information on this website.
However, neither EURIBOR FBE nor the European Banking Federation (“FBE/EBF”) can be held liable in any way for the inaccuracy or incompleteness of any information that is available on or through this website.

In addition, neither EURIBOR FBE nor the FBE/EBF can in any way be held liable or responsible for the content of any website linked to this website.